Geert Bekaert : Citation Profile


Are you Geert Bekaert?

Columbia University (90% share)
National Bureau of Economic Research (NBER) (10% share)

45

H index

59

i10 index

9077

Citations

RESEARCH PRODUCTION:

63

Articles

96

Papers

1

Chapters

EDITOR:

1

Books edited

1

Series edited

RESEARCH ACTIVITY:

   26 years (1991 - 2017). See details.
   Cites by year: 349
   Journals where Geert Bekaert has often published
   Relations with other researchers
   Recent citing documents: 707.    Total self citations: 109 (1.19 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbe52
   Updated: 2017-09-16    RAS profile: 2017-09-05    
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Relations with other researchers


Works with:

Hoerova, Marie (7)

Inghelbrecht, Koen (7)

Siegel, Stephan (4)

Moreno, Antonio (4)

Harvey, Campbell (3)

Mehl, Arnaud (3)

Lundblad, Christian (3)

Lo Duca, Marco (3)

Ehrmann, Michael (2)

Fratzscher, Marcel (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Geert Bekaert.

Is cited by:

Guidolin, Massimo (80)

Warnock, Francis (68)

Ang, Andrew (65)

Schmukler, Sergio (64)

Fratzscher, Marcel (62)

Guesmi, Khaled (62)

Sarno, Lucio (62)

Stulz, René (59)

GUESMI, Khaled (56)

Nguyen, Duc Khuong (48)

Prasad, Eswar (45)

Cites to:

Harvey, Campbell (113)

Campbell, John (83)

Hodrick, Robert (55)

Levine, Ross (47)

Ang, Andrew (34)

Bollerslev, Tim (33)

Shiller, Robert (30)

Shleifer, Andrei (29)

Lundblad, Christian (29)

Reinhart, Carmen (28)

Hansen, Lars (28)

Main data


Where Geert Bekaert has published?


Journals with more than one article published# docs
Journal of Finance9
Journal of Financial Economics8
Review of Financial Studies6
Journal of Monetary Economics6
Journal of International Money and Finance4
Journal of Empirical Finance3
Journal of Econometrics2
Proceedings2
Journal of International Economics2
Journal of Business & Economic Statistics2

Working Papers Series with more than one paper published# docs
Working Paper Series / European Central Bank5
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)4
2011 Meeting Papers / Society for Economic Dynamics2
Textos para discusso / Department of Economics PUC-Rio (Brazil)2
Working Paper Series, Issues in Financial Regulation / Federal Reserve Bank of Chicago2

Recent works citing Geert Bekaert (2017 and 2016)


YearTitle of citing document
2016Comparing Predictive Accuracy under Long Memory - With an Application to Volatility Forecasting. (2016). Leschinski, Christian ; Kruse, Robinson ; Will, Michael . In: CREATES Research Papers. RePEc:aah:create:2016-17.

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2016Bond Market Asymmetries across Recessions and Expansions: New Evidence on Risk Premia. (2016). Engsted, Tom ; Andreasen, Martin M ; Sander, Magnus ; Moller, Stig V. In: CREATES Research Papers. RePEc:aah:create:2016-26.

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2017Dynamics of Variance Risk Premia, Investors Sentiment and Return Predictability. (2017). Violante, Francesco ; Stentoft, Lars. In: CREATES Research Papers. RePEc:aah:create:2017-10.

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2017Misallocation and the Distribution of Global Volatility. (2017). Eden, Maya . In: American Economic Review. RePEc:aea:aecrev:v:107:y:2017:i:2:p:592-622.

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2016Financial Integration into EU: The Romanian Case. (2016). Bozkurt, Ibrahim ; Akman, Engin . In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:42:y:2016:i:18:p:269.

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2017Linkages between financial development, financial instability, financial liberalisation and economic growth in Africa. (2017). Batuo, Michael ; Asongu, Simplice. In: Working Papers. RePEc:agd:wpaper:17/030.

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2016Economic freedom index and stock returns in Malaysia. (2016). solarin, sakiru ; Ying, Tay Lee ; Rasiah, Devinaga . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiii:y:2016:i:1(606):p:213-236.

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2016FISCAL POLICY, FDI AND MACROECONOMIC STABILIZATION. (2016). Albulescu, Claudiu ; Ianc, Nicolae Bogdan . In: Review of Economic and Business Studies. RePEc:aic:revebs:y:2016:j:18:albulescut.

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2016The Perceived Relations between Development Reforms, Stock Market Performance and Economic Growth in Nigeria: 1984-2014. (2016). , Okoroafor ; Mohammed, Yelwa . In: Economy. RePEc:aoj:econom:2016:p:31-39.

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2017Measuring the frequency dynamics of financial connectedness and systemic risk. (2017). Krehlik, Tomas ; Baruník, Jozef. In: Papers. RePEc:arx:papers:1507.01729.

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2016FX Options in Target Zone. (2016). Carr, Peter ; Kakushadze, Zura . In: Papers. RePEc:arx:papers:1512.01527.

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2016Hong Kong - Shanghai Connect / Hong Kong - Beijing Disconnect (?), Scaling the Great Wall of Chinese Securities Trading Costs. (2016). Kashyap, Ravi . In: Papers. RePEc:arx:papers:1603.01341.

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2016Latent class analyisis for reliable measure of inflation expectation in the indian public. (2016). Kumar, Sunil . In: Papers. RePEc:arx:papers:1603.01397.

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2016Generalized Leverage Effects in Asset Returns. (2016). Nakatsuma, Teruo ; McAlinn, Kenichiro ; Ushio, Asahi . In: Papers. RePEc:arx:papers:1605.06482.

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2016Unravelling the Asymmetric Volatility Puzzle: A Novel Explanation of Volatility Through Anchoring. (2016). Ormos, Mihály ; Timotity, Dusan . In: Papers. RePEc:arx:papers:1606.03597.

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2016The microstructural foundations of leverage effect and rough volatility. (2016). Euch, EL ; Mathieu, Rosenbaum ; Masaaki, Fukasawa . In: Papers. RePEc:arx:papers:1609.05177.

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2016The Asset Liability Management problem of a nuclear operator : a numerical stochastic optimization approach. (2016). Warin, Xavier . In: Papers. RePEc:arx:papers:1611.04877.

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2017Two-Stage Stochastic International Portfolio Optimisation under Regular-Vine-Copula-Based Scenarios. (2017). Chatsanga, Nonthachote ; Parkes, Andrew J. In: Papers. RePEc:arx:papers:1704.01174.

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2017On the economic determinants of optimal stock-bond portfolios: international evidence. (2017). Conrad, Christian ; Stuermer, Karin . In: Working Papers. RePEc:awi:wpaper:0636.

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2016Central banking in the XXI century: never say never. (2016). Panetta, Fabio . In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1626.

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2016The Financial Stability Dark Side of Monetary Policy. (2016). Venditti, Fabrizio ; Conti, Antonio ; Alessandri, Piergiorgio. In: BCAM Working Papers. RePEc:bbk:bbkcam:1601.

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2016The Global Financial Cycle, Monetary Policies and Macroprudential Regulations in Small, Open Economies. (2016). Pasricha, Gurnain ; Bauer, Gregory ; Terajima, Yaz ; Sekkel, Rodrigo . In: Staff Working Papers. RePEc:bca:bocawp:16-38.

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2017Cross-Border Bank Flows and Monetary Policy: Implications for Canada. (2017). Correa, Ricardo ; Zlate, Andrei ; Sapriza, Horacio ; Paligorova, Teodora . In: Staff Working Papers. RePEc:bca:bocawp:17-34.

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2016Applying a Microfounded-Forecasting Approach to Predict Brazilian Inflation. (2016). Issler, João ; Gaglianone, Wagner ; Matos, Silvia Maria . In: Working Papers Series. RePEc:bcb:wpaper:436.

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2016A Joint Model of Nominal and Real Yield Curves. (2016). Kubudi, Daniela ; Vicente, Jose . In: Working Papers Series. RePEc:bcb:wpaper:452.

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2017Expected Currency Returns and Volatility Risk Premia. (2017). ORNELAS, JOSE ; Haas, Jose Renato . In: Working Papers Series. RePEc:bcb:wpaper:454.

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2016Break-Even-Inflations Decomposition in Mexico. (2016). Elizondo, Rocio ; Maria, Aguilar-Argaez Ana ; Jessica, Roldan-Pea ; Rocio, Elizondo . In: Working Papers. RePEc:bdm:wpaper:2016-22.

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2017Volatility Spillovers and Systemic Risk Across Economies: Evidence from a Global Semi-Structural Model. (2017). Gomez-Pineda, Javier G. In: Borradores de Economia. RePEc:bdr:borrec:1011.

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2017Volatility Spillovers among Global Stock Markets: Measuring Total and Directional Effects. (2017). Melo-Velandia, Luis ; Gomez-Gonzalez, Jose ; Gamba, Santiago ; Hurtado-Guarin, Jorge Luis ; Gamba-Santamaria, Santiago . In: Borradores de Economia. RePEc:bdr:borrec:983.

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2017Propagación de la incertidumbre y reacciones de política. (2017). Claeys, Peter . In: Ensayos sobre Política Económica. RePEc:bdr:ensayo:v:35:y:2017:i:82:p:31-45.

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2017Uncertainty spillover and policy reactions. (2017). Claeys, Peter . In: Ensayos sobre Política Económica. RePEc:bdr:ensayo:v:35:y:2017:i:82:p:64-77.

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2017CONDITIONAL CO-MOVEMENT AND DYNAMIC INTERACTIONS: US AND BRIC EQUITY MARKETS. (2017). Singh, Amanjot . In: Economic Annals. RePEc:beo:journl:v:62:y:2017:i:212:p:85-112.

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2016Regulatory change and monetary policy. (2016). Bank for International Settlements, . In: CGFS Papers. RePEc:bis:biscgf:55.

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2017Macroeconomic surveillance of portfolio flows and its real effects: Malaysias experience. (2017). Hwa, Tng Boon ; Huey, Teh Tian ; Raghavan, Mala . In: IFC Bulletins chapters. RePEc:bis:bisifc:43-25.

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2016Financial intermediation and monetary policy transmission in EMEs: What has changed post-2008 crisis?. (2016). Rishabh, Kumar ; Mohanty, Madhusudan. In: BIS Working Papers. RePEc:bis:biswps:546.

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2016When the walk is not random: commodity prices and exchange rates. (2016). Schrimpf, Andreas ; Kohlscheen, Emanuel ; Avalos, Fernando. In: BIS Working Papers. RePEc:bis:biswps:551.

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2016Has the pricing of stocks become more global?. (2016). Schrimpf, Andreas ; Petzev, Ivan ; Wagner, Alexander F. In: BIS Working Papers. RePEc:bis:biswps:560.

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2016Expectations and investment. (2016). Shleifer, Andrei ; Gennaioli, Nicola ; Ma, Yueran . In: BIS Working Papers. RePEc:bis:biswps:562.

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2016Regional pull vs global push factors: China and US influence on Asia-Pacific financial markets. (2016). He, Dong ; Wang, Honglin ; Shu, Chang . In: BIS Working Papers. RePEc:bis:biswps:579.

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2017Market volatility, monetary policy and the term premium. (2017). Mohanty, Madhusudan ; Mallick, Sushanta ; Zampolli, Fabrizio . In: BIS Working Papers. RePEc:bis:biswps:606.

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2017Is monetary policy less effective when interest rates are persistently low?. (2017). Hofmann, Boris ; BORIO, Claudio. In: BIS Working Papers. RePEc:bis:biswps:628.

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2016The Chinese Stock Market Does not React to the Japanese Market: Using Intraday Data to Analyse Return and Volatility Spillover Effects. (2016). Tsutsui, Yoshiro ; Nishimura, Yusaku ; Hirayama, Kenjiro . In: The Japanese Economic Review. RePEc:bla:jecrev:v:67:y:2016:i:3:p:280-294.

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2016Financial market volatility, macroeconomic fundamentals and investor sentiment. (2016). Stoja, Evarist ; Harris, Richard ; Chiu, Ching-Wai (Jeremy). In: Bank of England working papers. RePEc:boe:boeewp:0608.

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2017Forecasting multidimensional tail risk at short and long horizons. (2017). Polanski, Arnold ; Stoja, Evarist . In: Bank of England working papers. RePEc:boe:boeewp:0660.

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2016Forecasting stock market returns by summing the frequency-decomposed parts. (2016). Verona, Fabio ; Faria, Gonçalo. In: Research Discussion Papers. RePEc:bof:bofrdp:2016_029.

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2017Forecasting the equity risk premium with frequency-decomposed predictors. (2017). Verona, Fabio ; Faria, Gonçalo. In: Research Discussion Papers. RePEc:bof:bofrdp:2017_001.

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2017Real effects of bank capital regulations : Global evidence. (2017). Deli, Yota ; Hasan, Iftekhar . In: Research Discussion Papers. RePEc:bof:bofrdp:2017_023.

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2017The effectiveness of unconventional monetary policy on risk aversion and uncertainty. (2017). Rompolis, Leonidas S. In: Working Papers. RePEc:bog:wpaper:231.

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2016Behavioural finance perspectives on Malaysian stock market efficiency. (2016). Tuyon, Jasman ; Ahmada, Zamri . In: Borsa Istanbul Review. RePEc:bor:bistre:v:16:y:2016:i:1:p:43-61.

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2017Qualitative and quantitative central bank communication and inflation expectations. (2017). Hubert, Paul ; Paul, Hubert . In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:17:y:2017:i:1:p:41:n:7.

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2017Impact of Remittances on Economic Growth in Developing Countries: The Role of Openness. (2017). Ghosh Dastidar, Sayantan ; Sayantan, Ghosh Dastidar . In: Global Economy Journal. RePEc:bpj:glecon:v:13:y:2017:i:1:p:12:n:4.

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2017Intellectual Property Rights, Foreign Direct Investment and Economic Freedom. (2017). Rios-Avila, Fernando ; Canavire Bacarreza, Gustavo ; Canavire-Bacarreza, Gustavo ; Fernando, Rios-Avila ; Gustavo, Canavire-Bacarreza ; Antonio, Saravia . In: Global Economy Journal. RePEc:bpj:glecon:v:13:y:2017:i:1:p:13:n:8.

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2017On the estimation of regime-switching Lévy models. (2017). Chevallier, Julien ; Julien, Chevallier ; Stephane, Goutte . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:21:y:2017:i:1:p:3-29:n:4.

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2017A model of the euro-area yield curve with discrete policy rates. (2017). Renne, Jean-Paul ; Jean-Paul, Renne . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:21:y:2017:i:1:p:99-116:n:1.

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2017Testing for asymmetry in betas of cumulative returns: Impact of the financial crisis and crude oil price. (2017). Piotr, Kokoszka ; Ben, Zheng ; Hong, Miao . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:34:y:2017:i:1-2:p:33-53:n:5.

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2016Forecasting stock market returns by summing the frequency-decomposed parts. (2016). Verona, Fabio ; Faria, Gonçalo. In: Working Papers de Economia (Economics Working Papers). RePEc:cap:wpaper:052016.

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2016Forecasting the equity risk premium with frequency-decomposed predictors. (2016). Verona, Fabio ; Faria, Gonçalo. In: Working Papers de Economia (Economics Working Papers). RePEc:cap:wpaper:062016.

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2016Labor Rigidity, Ination Risk and Bond Returns. (2016). Marfe, Roberto . In: Carlo Alberto Notebooks. RePEc:cca:wpaper:461.

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2016Contagion in International Stock and Currency Markets During Recent Crisis Episodes. (2016). Tuteja, Divya ; Dua, Pami. In: Working papers. RePEc:cde:cdewps:258.

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2016The Effect of Policy Uncertainty on Investment Plans: Evidence from the Unexpected Acceptance of a Far-Reaching Referendum in Switzerland. (2016). Sturm, Jan-Egbert ; Dibiasi, Andreas ; Abberger, Klaus ; Siegenthaler, Michael . In: CESifo Working Paper Series. RePEc:ces:ceswps:_5887.

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2017Networks of Volatility Spillovers among Stock Markets. (2017). Lyócsa, Štefan ; Kočenda, Evžen ; Baumohl, Eduard ; Vyrost, Tomas ; Lyocsa, Stefan . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6476.

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2017Why Does Idiosyncratic Risk Increase with Market Risk?. (2017). Bartram, Sohnke M ; Stulz, Rene M ; Brown, Gregory . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6560.

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2016Monopoly Rights and Economic Growth: An Inverted U-Shaped Relation. (2016). Ueda, Kenichi ; Claessen, Stijn. In: CARF F-Series. RePEc:cfi:fseres:cf396.

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2017Foreign Booms, Domestic Busts: The Global Dimension of Banking Crises. (2017). Thwaites, Gregory ; Eguren Martin, Fernando ; Cesa-Bianchi, Ambrogio. In: Discussion Papers. RePEc:cfm:wpaper:1708.

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2016Forecasting Inflation with the Hybrid New Keynesian Phillips Curve: A Compact-Scale Global VAR Approach. (2016). Medel, Carlos A.. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:785.

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2016Sovereign Bond Spreads and Extra-Financial Performance: An Empirical Analysis of Emerging Markets. (2016). Berg, Florian ; Pouget, Sebastien ; Margaretic, Paula . In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:789.

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2016Forecasting Chilean Inflation with the Hybrid New Keynesian Phillips Curve: Globalisation, Combination, and Accuracy. (2016). Medel, Carlos A.. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:791.

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2017Disentangling the relationship between liquidity and returns in Latin America. (2017). Taborda, Rodrigo ; French, Joseph. In: DOCUMENTOS CEDE. RePEc:col:000089:015606.

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2017Uncertainty spillover and policy reactions. (2017). Claeys, Peter. In: ENSAYOS SOBRE POLÍTICA ECONÓMICA. RePEc:col:000107:015470.

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2016A New Approach to Volatility Modeling : The High-Dimensional Markov Model. (2016). Bauwens, Luc ; Augustyniak, Maciej ; Dufays, Arnaud . In: CORE Discussion Papers. RePEc:cor:louvco:2016042.

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2016Measuring sovereign risk spillovers and assessing the role of transmission channels: a spatial econometrics approach. (2016). Gnabo, Jean-Yves ; Dossougoin, Cyrille ; Debarsy, Nicolas ; Ertur, Cem . In: CORE Discussion Papers. RePEc:cor:louvco:2016053.

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2016On the use of high frequency measures of volatility in MIDAS regressions. (2016). Andreou, Elena . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11307.

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2016Monetary Policy, Financial Conditions, and Financial Stability. (2016). Adrian, Tobias ; Liang, Nellie . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11394.

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2016Nonlinearity and Flight-to-Safety in the Risk-Return Tradeoff for Stocks and Bonds. (2016). Vogt, Erik ; Crump, Richard ; Adrian, Tobias. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11401.

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2016Investor-Stock Decoupling in Mutual Funds. (2016). Ferreira, Miguel ; Matos, Pedro Pinto ; Massa, Massimo . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11476.

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2016Nascent markets: Understanding the success and failure of new stock markets. (2016). van Dijk, Mathijs ; Bergeijk, Peter ; Beck, Thorsten ; de Sousa, Jose Albuquerque ; VAN BERGEIJK, Peter . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11604.

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2016Implications of Return Predictability across Horizons for Asset Pricing Models. (2016). Ortu, Fulvio ; Favero, Carlo ; Yang, Haoxi ; Tamoni, Andrea . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11645.

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2016High & Dry: The Liquidity and Credit of Colonial and Foreign Government Debt and the London Stock Exchange (1880-1910). (2016). Flandreau, Marc ; Chavaz, Matthieu. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11679.

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2017The World We Live In: Local or Global?. (2017). Koedijk, Kees ; van Toor, Joris ; Horst, Jenke Ter ; Mahieu, Ronald J. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11831.

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2017Democracy and Credit “Democracy Doesn`t Come Cheap” But At Least Credit to Its Corporations Will Be. (2017). Ongena, Steven ; HASAN, IFTEKHAR ; Delis, Manthos. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11840.

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2017Monetary policys rising FX impact in the era of ultra-low rates. (2017). Schrimpf, Andreas ; Kearns, Jonathan ; Ferrari, Massimo . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11918.

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2017Deflating Inflation Expectations: The Implications of Inflations Simple Dynamics. (2017). Cecchetti, Stephen ; Schoenholtz, Kermit ; Kashyap, Anil K ; Hooper, Peter ; Feroli, Michael . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11925.

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2017Cross-border Acquisitions and Restructuring: Multinational Enterprises and Private Equity-Firms. (2017). Persson, Lars. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11953.

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2017Choices in Equity Finance A Global Perspective. (2017). Groen-Xu, Moqi ; Vermaelen, Theo ; Mataigne, Virginie ; Massa, Massimo . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11987.

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2017Inefficient Globalization of Finance: Evidence from Marketing-Oriented Overseas Expansions of Low-Skilled Mutual Fund Families. (2017). Cheng, SI ; Zhang, Hong ; Massa, Massimo . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11990.

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2017Cross-Border Mergers and Acquisitions: Evidence from the Indochina Region. (2017). Wolff, Christian ; Foojinphan, Pimnipa ; Ekkayokkaya, Manapol . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12078.

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2017Uncertainty and the Great Recession. (2017). Breuer, Sebastian ; Born, Benjamin ; Elstner, Steffen . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12083.

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2016PRICING CDSS AND CDS OPTIONS UNDER A REGIME-SWITCHING CEV PROCESS WITH JUMP TO DEFAULT. (2016). Xu, Ruxing ; Yi, Ronghua ; Wu, Dan . In: ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH. RePEc:cys:ecocyb:v:50:y:2016:i:1:p:253-271.

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2016CONDITIONAL CORRELATION COEFFICIENT AS A TOOL FOR ANALYSIS OF CONTAGION IN FINANCIAL MARKETS AND REAL ECONOMY INDEXES BASED ON THE SYNTHETIC RATIO. (2016). Siedlecki, Rafa ; Papla, Daniel . In: ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH. RePEc:cys:ecocyb:v:50:y:2016:i:4:p:287-299.

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2016Impact of the NYSE Shocks on the European Developed Capital Markets. (2016). Stefanescu, Razvan ; Dumitriu, Ramona . In: Risk in Contemporary Economy. RePEc:ddj:fserec:y:2016:p:327-334.

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2016Identifying Uncertainty Shocks Using the Price of Gold. (2016). Piffer, Michele ; Podstawski, Maximilian . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1549.

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2016Ambiguity and Time-Varying Risk Aversion in Sovereign Debt Markets. (2016). Große Steffen, Christoph ; Podstawski, Maximilian . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1602.

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2017Reading between the Lines: Using Media to Improve German Inflation Forecasts. (2017). Kholodilin, Konstantin ; Ulbricht, Dirk ; Beckers, Benjamin . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1665.

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2017What account for the differences in rent-price ratio and turnover rate? A search-and-matching approach. (2017). Tse, Chung-Yi ; Leung, Charles ; Ka, Charles ; Huang, Daisy J. In: ISER Discussion Paper. RePEc:dpr:wpaper:0990.

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2016Volatility Transmission between Dow Jones Stock Index and Emerging Bond Index. (2016). SAADAOUI, Amir ; Boujelbene, Younes . In: Acta Universitatis Danubius. OEconomica. RePEc:dug:actaec:y:2016:i:2:p:194-216.

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2016Volatility Transmission between Dow Jones Stock Index and Emerging Bond Index. (2016). Saadaoui, Amir ; Boujelbene, Younes . In: EuroEconomica. RePEc:dug:journl:y:2016:i:2:p:194-216.

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2016THE MACROECONOMIC AND FINANCIAL IMPACTS OF EUROPEAN CRISIS ON SAUDI ARABIA. (2016). Mseddi, Slim ; Benlagha, Noureddine . In: Applied Econometrics and International Development. RePEc:eaa:aeinde:v:16:y:2016:i:1_12.

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2016Financial Integration and Japanese Stock market Performance. (2016). Kablan, Akassi ; Guesmi, Khaled . In: Economics Bulletin. RePEc:ebl:ecbull:eb-15-00434.

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2016Capital Account Liberalization, Financial Development and Economic Growth in Presence of Structural Breaks and Cross-Section Dependence. (2016). Saidi, Hichem ; Rachdi, Houssem ; Guesmi, Khaled . In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00231.

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2017Testing for asymmetries in the predictive model for oil price-inflation nexus. (2017). Salisu, Afees ; Isah, Kazeem ; Ademuyiwa, Idris . In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00609.

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2017Low inflation in the euro area: Causes and consequences. (2017). Osbat, Chiara ; Alvarez, Luis ; Ciccarelli, Matteo . In: Occasional Paper Series. RePEc:ecb:ecbops:2017181.

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More than 100 citations found, this list is not complete...

Geert Bekaert is editor of


Journal
Journal of Empirical Finance

Geert Bekaert has edited the books:


YearTitleTypeCited

Works by Geert Bekaert:


YearTitleTypeCited
2016Globalization and Asset Returns In: Annual Review of Financial Economics.
[Full Text][Citation analysis]
article0
1995The Time Variation of Expected Returns and Volatility in Foreign-Exchange Markets. In: Journal of Business & Economic Statistics.
[Citation analysis]
article27
2002Regime Switches in Interest Rates. In: Journal of Business & Economic Statistics.
[Citation analysis]
article375
1998Regime Switches in Interest Rates.(1998) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 375
paper
2010Inflation risk and the inflation risk premium In: Economic Policy.
[Full Text][Citation analysis]
article39
1992 Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets. In: Journal of Finance.
[Full Text][Citation analysis]
article226
1991Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets.(1991) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 226
paper
1995 Time-Varying World Market Integration. In: Journal of Finance.
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article619
1994Time-Varying World Market Integration.(1994) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 619
paper
1996 Diversification, Integration and Emerging Market Closed-End Funds. In: Journal of Finance.
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article106
1995Diversification, Integration and Emerging Market Closed-End Funds.(1995) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 106
paper
2000Foreign Speculators and Emerging Equity Markets In: Journal of Finance.
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article671
1997Foreign Speculators and Emerging Equity Markets.(1997) In: NBER Working Papers.
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This paper has another version. Agregated cites: 671
paper
1997Foreign Speculators and Emerging Equity Markets.(1997) In: William Davidson Institute Working Papers Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 671
paper
2001Expectations Hypotheses Tests In: Journal of Finance.
[Full Text][Citation analysis]
article139
2000Expectations Hypotheses Tests.(2000) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 139
paper
2007Global Growth Opportunities and Market Integration In: Journal of Finance.
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article104
2004Global Growth Opportunities and Market Integration.(2004) In: NBER Working Papers.
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This paper has another version. Agregated cites: 104
paper
2008The Term Structure of Real Rates and Expected Inflation In: Journal of Finance.
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article183
2004The Term Structure of Real Rates and Expected Inflation.(2004) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 183
paper
2004The term structure of real rates and expected inflation.(2004) In: Proceedings.
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This paper has another version. Agregated cites: 183
article
2007The Term Structure of Real Rates and Expected Inflation.(2007) In: NBER Working Papers.
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This paper has another version. Agregated cites: 183
paper
2009International Stock Return Comovements In: Journal of Finance.
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article155
2006International Stock Return Comovements.(2006) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 155
paper
2008International stock return comovements.(2008) In: Working Paper Series.
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This paper has another version. Agregated cites: 155
paper
2005International Stock Return Comovements.(2005) In: Working Papers.
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This paper has another version. Agregated cites: 155
paper
2005International Stock Return Comovements.(2005) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 155
paper
2014The Global Crisis and Equity Market Contagion In: Journal of Finance.
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article45
2014The Global Crisis and Equity Market Contagion.(2014) In: Discussion Papers of DIW Berlin.
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This paper has another version. Agregated cites: 45
paper
2003Equity Market Liberalization in Emerging Markets In: Journal of Financial Research.
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article76
2003Equity market liberalization in emerging markets.(2003) In: Review.
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This paper has another version. Agregated cites: 76
article
2001Conditioning Information and Variance on Pricing Kernals In: University of California at Los Angeles, Anderson Graduate School of Management.
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paper0
2017Economic and Financial Integration in Europe In: ifo DICE Report.
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article0
2004Stock and Bond Returns with Moody Investors In: CEPR Discussion Papers.
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paper51
2006Stock and Bond Returns with Moody Investors.(2006) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 51
paper
2010Stock and bond returns with Moody Investors.(2010) In: Journal of Empirical Finance.
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This paper has another version. Agregated cites: 51
article
2006Stock and Bond Returns with Moody Investors.(2006) In: NBER Working Papers.
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This paper has another version. Agregated cites: 51
paper
2006Liquidity and Expected Returns: Lessons from Emerging Markets In: CEPR Discussion Papers.
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paper212
2005Liquidity and Expected Returns: Lessons From Emerging Markets.(2005) In: NBER Working Papers.
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This paper has another version. Agregated cites: 212
paper
2007Liquidity and Expected Returns: Lessons from Emerging Markets.(2007) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 212
article
2006Risk, Uncertainty and Asset Prices In: CEPR Discussion Papers.
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paper69
2009Risk, uncertainty, and asset prices.(2009) In: Journal of Financial Economics.
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This paper has another version. Agregated cites: 69
article
2005Risk, uncertainty, and asset prices.(2005) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 69
paper
2006Risk, Uncertainty and Asset Prices.(2006) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 69
paper
2006New-Keynesian Macroeconomics and the Term Structure In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper150
2005New-Keynesian Macroeconomics and the Term Structure.(2005) In: Faculty Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 150
paper
2004New-Keynesian Macroeconomics and the Term Structure.(2004) In: 2004 Meeting Papers.
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This paper has another version. Agregated cites: 150
paper
2005New-Keynesian Macroeconomics and the Term Structure.(2005) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 150
paper
2010New Keynesian Macroeconomics and the Term Structure.(2010) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 150
article
2010What Segments Equity Markets? In: CEPR Discussion Papers.
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paper38
2010What Segments Equity Markets?.(2010) In: NBP Working Papers.
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This paper has another version. Agregated cites: 38
paper
2009What Segments Equity Markets?.(2009) In: NBER Working Papers.
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This paper has another version. Agregated cites: 38
paper
What Segments Equity Markets?.() In: Review of Financial Studies.
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This paper has another version. Agregated cites: 38
article
2010Aggregate Idiosyncratic Volatility In: CEPR Discussion Papers.
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paper34
2012Aggregate Idiosyncratic Volatility.(2012) In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 34
article
2010Aggregate Idiosyncratic Volatility.(2010) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 34
paper
2010Asset Return Dynamics Under Bad Environment-Good Environment Fundamentals In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper24
2009Asset Return Dynamics under Bad Environment Good Environment Fundamentals.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 24
paper
2010Risk, Uncertainty and Monetary Policy In: CEPR Discussion Papers.
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paper241
2013Risk, uncertainty and monetary policy.(2013) In: Journal of Monetary Economics.
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This paper has another version. Agregated cites: 241
article
2010Risk, uncertainty and monetary policy.(2010) In: Research Bulletin.
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This paper has another version. Agregated cites: 241
article
2013Risk, uncertainty and monetary policy.(2013) In: Working Paper Series.
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This paper has another version. Agregated cites: 241
paper
2012Risk, uncertainty and monetary policy.(2012) In: Working Paper Research.
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This paper has another version. Agregated cites: 241
paper
2010Risk, Uncertainty and Monetary Policy.(2010) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 241
paper
2011Global crises and equity market contagion In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper87
2011Global crises and equity market contagion.(2011) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 87
paper
2011Global Crises and Equity Market Contagion.(2011) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 87
paper
2014Who Is Internationally Diversified? Evidence from 296 401(k) Plans In: Working Papers, Center for Retirement Research at Boston College.
[Full Text][Citation analysis]
paper2
1991Caloric Consumption in Industrializing Belgium In: The Journal of Economic History.
[Full Text][Citation analysis]
article3
2009What do asset prices have to say about risk appetite and uncertainty? In: Working Paper Series.
[Full Text][Citation analysis]
paper6
2016What do asset prices have to say about risk appetite and uncertainty?.(2016) In: Journal of Banking & Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
article
2014The VIX, the variance premium and stock market volatility In: Working Paper Series.
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paper60
2014The VIX, the variance premium and stock market volatility.(2014) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 60
article
2013The VIX, the Variance Premium and Stock Market Volatility.(2013) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 60
paper
2016Political risk and international valuation In: Journal of Corporate Finance.
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article3
2001Emerging equity markets and economic development In: Journal of Development Economics.
[Full Text][Citation analysis]
article169
2000Emerging Equity Markets and Economic Development.(2000) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 169
paper
2002Short rate nonlinearities and regime switches In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article71
2015Bad environments, good environments: A non-Gaussian asymmetric volatility model In: Journal of Econometrics.
[Full Text][Citation analysis]
article3
2002Research in emerging markets finance: looking to the future In: Emerging Markets Review.
[Full Text][Citation analysis]
article107
2003Emerging markets finance In: Journal of Empirical Finance.
[Full Text][Citation analysis]
article209
2001Editors foreword to the special issue: On the predictability of asset returns In: Journal of Empirical Finance.
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article2
1994Exchange rate volatility and deviations from unbiasedness in a cash-in-advance model In: Journal of International Economics.
[Full Text][Citation analysis]
article34
1998Target zones and exchange rates:: An empirical investigation In: Journal of International Economics.
[Full Text][Citation analysis]
article68
1996Target Zones and Exchange Rates: An Empirical Investigation.(1996) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 68
paper
2013The European Union, the Euro, and equity market integration In: Journal of Financial Economics.
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article32
2010The European Union, the Euro, and Equity Market Integration.(2010) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 32
paper
2011The European Union, the Euro, and Equity Market Integration.(2011) In: 2011 Meeting Papers.
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This paper has another version. Agregated cites: 32
paper
2017Who is internationally diversified? Evidence from the 401(k) plans of 296 firms In: Journal of Financial Economics.
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article0
1997Emerging equity market volatility In: Journal of Financial Economics.
[Full Text][Citation analysis]
article532
1995Emerging Equity Market Volatility.(1995) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 532
paper
1997On biases in tests of the expectations hypothesis of the term structure of interest rates In: Journal of Financial Economics.
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article161
1996On biases in tests of the expectations hypothesis of the term structure of interest rates.(1996) In: Working Paper Series, Issues in Financial Regulation.
[Citation analysis]
This paper has another version. Agregated cites: 161
paper
1996On Biases in Tests of the Expecations Hypothesis of the Term Structure Of Interest Rates.(1996) In: NBER Technical Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 161
paper
2002Dating the integration of world equity markets In: Journal of Financial Economics.
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article187
1998Dating the Integration of World Equity Markets.(1998) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 187
paper
2005Why stocks may disappoint In: Journal of Financial Economics.
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article70
2000Why Stocks May Disappoint.(2000) In: NBER Working Papers.
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This paper has another version. Agregated cites: 70
paper
2005Does financial liberalization spur growth? In: Journal of Financial Economics.
[Full Text][Citation analysis]
article646
2001Does Financial Liberalization Spur Growth?.(2001) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 646
paper
1993On biases in the measurement of foreign exchange risk premiums In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article117
1991On Biases in the Measurement of Foreign Exchange Risk Premiums.(1991) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 117
paper
2002The dynamics of emerging market equity flows In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article138
1999The Dynamics of Emerging Market Equity Flows.(1999) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 138
paper
2006Growth volatility and financial liberalization In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article190
2004Growth Volatility and Financial Liberalization.(2004) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 190
paper
2007Uncovered interest rate parity and the term structure In: Journal of International Money and Finance.
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article78
2002Uncovered Interest Rate Parity and the Term Structure.(2002) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 78
paper
1997The implications of first-order risk aversion for asset market risk premiums In: Journal of Monetary Economics.
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article76
1994The implications of first-order risk aversion for asset market risk premiums.(1994) In: Working Paper Series, Macroeconomic Issues.
[Citation analysis]
This paper has another version. Agregated cites: 76
paper
1994The Implications of First-Order Risk Aversion for Asset Market Risk Premiums.(1994) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 76
paper
2001Peso problem explanations for term structure anomalies In: Journal of Monetary Economics.
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article124
1997Peso problem explanations for term structure anomalies.(1997) In: Working Paper Series, Issues in Financial Regulation.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 124
paper
1997Peso Problem Explanations for Term Structure Anomalies.(1997) In: NBER Working Papers.
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This paper has another version. Agregated cites: 124
paper
2007Do macro variables, asset markets, or surveys forecast inflation better? In: Journal of Monetary Economics.
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article304
2006Do macro variables, asset markets, or surveys forecast inflation better?.(2006) In: Finance and Economics Discussion Series.
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This paper has another version. Agregated cites: 304
paper
2005Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better?.(2005) In: NBER Working Papers.
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This paper has another version. Agregated cites: 304
paper
2010Inflation and the stock market: Understanding the Fed Model In: Journal of Monetary Economics.
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article30
2009Inflation and the stock market: Understanding the “Fed Model”.(2009) In: Proceedings.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 30
article
2009Inflation and the Stock Market:Understanding the Fed Model.(2009) In: NBER Working Papers.
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This paper has another version. Agregated cites: 30
paper
2015Macroeconomic regimes In: Journal of Monetary Economics.
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article20
2011Macroeconomic Regimes.(2011) In: NBER Working Papers.
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This paper has another version. Agregated cites: 20
paper
2011Macroeconomic Regimes.(2011) In: 2011 Meeting Papers.
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This paper has another version. Agregated cites: 20
paper
2013Macroeconomic Regimes.(2013) In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
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This paper has another version. Agregated cites: 20
paper
2015Macroeconomic regimes.(2015) In: Other publications TiSEM.
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This paper has another version. Agregated cites: 20
paper
2012Macroeconomic Regimes.(2012) In: Faculty Working Papers.
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This paper has another version. Agregated cites: 20
paper
2011Financial Openness and Productivity In: World Development.
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article54
2009Financial Openness and Productivity.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 54
paper
2014Flights to Safety In: Finance and Economics Discussion Series.
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paper19
2012Flights to Safety.(2012) In: Working Paper Research.
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This paper has another version. Agregated cites: 19
paper
2013Flights to Safety.(2013) In: NBER Working Papers.
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This paper has another version. Agregated cites: 19
paper
2015Asset Return Dynamics under Habits and Bad-Environment Good-Environment Fundamentals In: Finance and Economics Discussion Series.
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paper0
2017Asset Return Dynamics under Habits and Bad Environment-Good Environment Fundamentals.(2017) In: Journal of Political Economy.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2004Does Financial Liberalization Spur Growth? In: Working Paper Research.
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paper5
2007The determinants of stock and bond return comovements In: Working Paper Research.
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paper46
2009The Determinants of Stock and Bond Return Comovements.(2009) In: NBER Working Papers.
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This paper has another version. Agregated cites: 46
paper
2000Capital Flows and the Behavior of Emerging Market Equity Returns In: NBER Chapters.
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chapter70
1998Capital Flows and the Behavior of Emerging Market Equity Returns.(1998) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 70
paper
2003How do Regimes Affect Asset Allocation? In: NBER Working Papers.
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paper15
2012On the Link Between the Volatility and Skewness of Growth In: NBER Working Papers.
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paper0
2014Political Risk Spreads In: NBER Working Papers.
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paper17
2014Political risk spreads.(2014) In: Journal of International Business Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17
article
2015Who is Internationally Diversified? Evidence from 296 401(k) In: NBER Working Papers.
[Full Text][Citation analysis]
paper6
2016Macro Risks and the Term Structure of Interest Rates In: NBER Working Papers.
[Full Text][Citation analysis]
paper1
2017On the Global Financial Market Integration “Swoosh” and the Trilemma In: NBER Working Papers.
[Full Text][Citation analysis]
paper0
1994The Time Variation of Risk and Return in Foreign Exchange Markets: A General Equilibrium Perspective In: NBER Working Papers.
[Full Text][Citation analysis]
paper75
1996The Time Variation of Risk and Return in Foreign Exchange Markets: A General Equilibrium Perspective..(1996) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 75
article
1997Asymmetric Volatility and Risk in Equity Markets In: NBER Working Papers.
[Full Text][Citation analysis]
paper397
2000Asymmetric Volatility and Risk in Equity Markets..(2000) In: Review of Financial Studies.
[Citation analysis]
This paper has another version. Agregated cites: 397
article
1999Conditioning Information and Variance Bounds on Pricing Kernels In: NBER Working Papers.
[Full Text][Citation analysis]
paper31
2004Conditioning Information and Variance Bounds on Pricing Kernels.(2004) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 31
article
1999International Asset Allocation with Time-Varying Correlations In: NBER Working Papers.
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paper50
1999Stock and Bond Pricing in an Affine Economy In: NBER Working Papers.
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paper19
2001Stock Return Predictability: Is it There? In: NBER Working Papers.
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paper166
2003Market Integration and Contagion In: NBER Working Papers.
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paper350
2005Market Integration and Contagion.(2005) In: The Journal of Business.
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2002International Asset Allocation With Regime Shifts In: Review of Financial Studies.
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article456
1995Market Integration and Investment Barriers in Emerging Equity Markets. In: World Bank Economic Review.
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article166
1995The contribution of speculators to effective financial markets. In: Textos para discussão.
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paper0
1995The role of capital markets in economic growth In: Textos para discussão.
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paper0

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